firewall settings with airport

Just got my airport express and am enjoying the tunes and the mobility it gives me in my condo with my powerbook. The firewall must be turned off in order for me to listen to my tunes on my home reciever.

I have a 4200 surfboard(moto) cable modem hook to my airport express, what do I need to do to protect myself when surfing and listening to tunes.
The instructions did not say what I should do. If I turn off itunes I can bring on my firewall again and surf with it on, but cannot play tunes and surf with the firewall on. Sugggestions?

By the way the hook up was quite easy and I'm getting 10 bars almost anywhere in the two bedroom condo. This thing rocks.